The following pages link to (Q4593683):
Displayed 7 items.
- Detecting big structural breaks in large factor models (Q469568) (← links)
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Factor-based forecasting in the presence of outliers: are factors better selected and estimated by the median than by the mean? (Q905382) (← links)
- Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
- Theory-coherent forecasting (Q2451809) (← links)
- Consistent factor estimation in dynamic factor models with structural instability (Q2453088) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)